Just so you are aware, updating the spriteset during the menu scene does open up the possibility of some bugs, especially depending on the scripts you may be using. Typically they would only be little graphical glitches when the menu is closed and the player returns to the map scene, but it is something to be aware of.
Best option if you are looking to have the map displayed during your menu scene and don't want the map to pause, is to script a menu that doesn't actually change scenes when it is opened, but that is obviously more in-depth. $game_map needs to be updated in order for the spriteset to really update and give the feel that the game has never paused, and doing that while not in Scene_Map is just asking for problems.